Price Dynamics for S&P500 companies, S&P 500 Index, and UST10Y rates
Dataset Description
This data set includes the S&P500 price dynamics data generated using an Open Source project yfinance (https://pypi.org/project/yfinance/). The dates interval starts from 2018 up to the beginning date of the current month at the daily granularity.
Questions you might be interested in answering:
- Calculate monthly returns for each stock
- What are the most profitable sectors and industries each year?
- What sectors and specific stocks have outperformed the S&P 500 index in each year?
- Calculate the yearly Sharpe ratio: [Return - Risk-Free Rate] / StDev([Return - Risk-Free Rate]). For the Risk-Free rate you might want to use UST 10Y rates
- What stocks and sectors have the best risk-adjusted returns (shape ratio) in each year?
- What might be the reasons for observed trends? What trends should we expect for 2023?
- What trading strategy would you choose regarding the S&P 500 stocks?
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